#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Math;
using Cephei.QL;
using Cephei.QL.Indexes;
namespace Cephei.QL.Legacy.Libormarketmodels
{
     // <summary> 
	// ! stochastic process of a libor forward model using the rolling forward measure incl. predictor-corrector step  References:  Glasserman, Paul, 2004, Monte Carlo Methods in Financial Engineering, Springer, Section 3.7  Antoon Pelsser, 2000, Efficient Methods for Valuing Interest Rate Derivatives, Springer, 8  Hull, John, White, Alan, 1999, Forward Rate Volatilities, Swap Rate Volatilities and the Implementation of the Libor Market Model (<http://www.rotman.utoronto.ca/~amackay/fin/libormktmodel2.pdf>)  \test the correctness is tested by Monte-Carlo reproduction of caplet & ratchet NPVs and comparison with Black pricing.  \warning this class does not work correctly with Visual C++ 6.  \ingroup processes
	// </summary>
    [Guid ("2575990A-452D-4897-98F5-278EB5942C18"),ComVisible(true)]
	public interface ILiborForwardModelProcess : Cephei.QL.IStochasticProcess
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.IVector<Double> AccrualEndTimes {get;}
        
		 Cephei.IVector<Double> AccrualStartTimes {get;}
        
		 Cephei.IVector<Cephei.QL.ICashFlow> CashFlows(Microsoft.FSharp.Core.FSharpOption<Double> amount);
        
		 Cephei.QL.Legacy.Libormarketmodels.ILfmCovarianceParameterization CovarParam {get;}
        
		 Cephei.IVector<Double> DiscountBond(Cephei.IVector<Double> rates);
        
		 UInt64 Factors {get;}
        
		 Cephei.IVector<DateTime> FixingDates {get;}
        
		 Cephei.IVector<Double> FixingTimes {get;}
        
		 Cephei.QL.Indexes.IIborIndex Index {get;}
        
		 UInt64 NextIndexReset(Double t);
        
		 ILiborForwardModelProcess SetCovarParam(Cephei.QL.Legacy.Libormarketmodels.ILfmCovarianceParameterization param);
        
		 UInt64 Size {get;}
    }

    // <summary> 
	// ! stochastic process of a libor forward model using the rolling forward measure incl. predictor-corrector step  References:  Glasserman, Paul, 2004, Monte Carlo Methods in Financial Engineering, Springer, Section 3.7  Antoon Pelsser, 2000, Efficient Methods for Valuing Interest Rate Derivatives, Springer, 8  Hull, John, White, Alan, 1999, Forward Rate Volatilities, Swap Rate Volatilities and the Implementation of the Libor Market Model (<http://www.rotman.utoronto.ca/~amackay/fin/libormktmodel2.pdf>)  \test the correctness is tested by Monte-Carlo reproduction of caplet & ratchet NPVs and comparison with Black pricing.  \warning this class does not work correctly with Visual C++ 6.  \ingroup processes Factory
	// </summary>
   	[ComVisible(true)]
    public interface ILiborForwardModelProcess_Factory // : Collection_Factory<ILiborForwardModelProcess, ICell<ILiborForwardModelProcess>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    ILiborForwardModelProcess Create (UInt64 size, Cephei.QL.Indexes.IIborIndex index);
    }
}

